Just guessing here, I'm just starting to try to track expenses more closely this year. But considering the benefits of exercise, I don't short change myself by going cheap.
shoes - 2-4 pairs a year, maybe more. I stock up when they're on sale, and I'm a bit ahead right now, but on average about $250/yr.
running clothes - maybe $100-150 year. I wear nothing but tech gear, cotton chafes too much. Like shoes, if I see what I like on sale, I buy it, so I don't have to replace at full retail if things wear out and I'm running out of clothes. I don't want to put myself in a position of not running because I have nothing clean to wear.
Race fees - I'm probably looking at about $500 for this year. Usually I do local races but usually once or twice a year I'll make a trip so there's some vacation-like expense too that I'm not counting.
Other accessories - I'm always buying something like the latest Garmin watch/heart monitor, mp3 player, Camelbak water pack, etc. Oh yeah, stuff like salt pills, energy bars, Gatorade, Gu, etc. Probably average at least $100/year, maybe more.
Floorball fees, $5/night for gym rental for our weekly pickup game, probably about $150/yr. I think I paid $40 for a stick, and am on my 2nd pair of court shoes (~$50-60 each) in 4 years.
I don't really count downhill skiing or golf as exercise. I pay around $3200/yr for membership to give me all the skiing and golf I want, plus the health club. Plus whatever for equipment replacement and ski clothes, etc. If I ever had to cut back on exercise and recreation expenses, this is where I'd do it.